fpml:FxSwapLeg
Complex type information
Namespace: http://www.fpml.org/FpML-5/transparency
Schema document: fpml-fx-5-5.xsd
Content
- Sequence [1..1]
- fpml:tradeIdentifierReference [0..1] A reference to a party trade ID. This is provided in case the message creator wishes to record that the swap leg is assocatiated with a particular trade identifier; typically this is used for identifying a USI assocatied wih the leg.
- fpml:exchangedCurrency1 [1..1] This is the first of the two currency flows that define a single leg of a standard foreign exchange transaction.
- fpml:exchangedCurrency2 [1..1] This is the second of the two currency flows that define a single leg of a standard foreign exchange transaction.
- fpml:dealtCurrency [0..1] Indicates which currency was dealt.
- Choice [0..1]
- fpml:tenorName A tenor expressed with a standard business term (i.e. Spot, TomorrowNext, etc.)
- fpml:tenorPeriod A tenor expressed as a period type and multiplier (e.g. 1D, 1Y, etc.)
- Choice [1..1]
- fpml:valueDate The date on which both currencies traded will settle.
- Sequence [1..1]
- fpml:currency1ValueDate [1..1] The date on which the currency1 amount will be settled. To be used in a split value date scenario.
- fpml:currency2ValueDate [1..1] The date on which the currency2 amount will be settled. To be used in a split value date scenario.
- fpml:exchangeRate [0..1] The rate of exchange between the two currencies.
- fpml:nonDeliverableSettlement [0..1] Used to describe a particular type of FX forward transaction that is settled in a single currency (for example, a non-deliverable forward).
from group fpml:FxCoreDetails.modelfrom group fpml:FxTenor.model
Attributes
| Name | Occ | Type | Description | Notes |
|---|---|---|---|---|
| id | [0..1] | xsd:ID | from type fpml:Leg |
Used by
- Element fpml:farLeg
- Element fpml:nearLeg
Type inheritance chain
- fpml:Leg
- fpml:FxSwapLeg